Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51656.05 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48456.99 Kr¶

PnL: ---------------------------------------> -630.58 Kr¶

DD now: ---------------------------------> -0.555 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:58:31.022555'

Anic Portfolio¶

Today¶

Return: -0.467 %¶

This Week¶

Return: 8.687 %¶

Total¶

Return: 69.109 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -2.200000 764.800000 91.800000 13.640000 673.000000
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
Nordea Bank Abp 29 -0.530000 3516.540000 62.540000 1.810000 3453.999992
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.190000 3420.800000 43.800000 1.300000 3377.000000
Swedbank A 3 2.180000 603.900000 39.900000 7.070000 564.000000
AcadeMedia 12 0.320000 596.400000 39.400000 7.070000 557.000004
Resurs Holding 22 0.510000 612.040000 38.040000 6.630000 573.999998
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 0.080000 383.400000 28.400000 8.000000 355.000000
Intrum 4 0.850000 544.000000 17.000000 3.230000 527.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -1.020000 573.240000 3.240000 0.570000 570.000000
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.580000 248.160000 2.160000 0.880000 246.000000
Coor Service Management Hold. 8 0.300000 532.800000 0.800000 0.150000 532.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Corem Property Group B 59 -0.760000 577.020000 0.020000 0.000000 576.999999
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Boozt 12 -0.150000 1642.800000 -11.200000 -0.680000 1653.999996
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Essity B 2 -0.910000 545.000000 -29.000000 -5.050000 574.000000
CTEK 13 -1.490000 498.940000 -35.060000 -6.570000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -2.410000 554.040000 -58.960000 -9.620000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -0.680000 1769.900000 -219.100000 -11.020000 1989.000002
Axfood 15 0.300000 4057.500000 -242.500000 -5.640000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48456.990000 -630.580000 -0.55507% 49087.564636

Updated:¶

'2023-01-31 14:58:44.048070'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶